Heat oven to 350°F. Spray cookie sheets with nonstick cooking spray. In large bowl, combine brown sugar, sugar and butter; beat until light and fluffy. Add milk, vanilla and eggs; blend well. Add flour and baking soda; mix well. Stir in oats until well combined. Stir candy pieces into dough.
Drop dough by heaping tablespoonfuls 2 inches apart onto sprayed cookie sheets.
Bake at 350°F. for 10 to 12 minutes or until light golden brown. Cool 2 minutes; remove from cookie sheets.